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Hess Corp

HES
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148.970USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
46.07BMarket Cap
20.69P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.66
VaR
+3.54%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+4.82%
120 days
+8.20%
5 years
+18.91%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.67
120 days
-1.32
5 years
+0.26

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-13.80
3 years
-18.51
5 years
-15.46

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-91.99%
240 days
-91.99%
Maximum Daily Upside Volatility
60 days
+208.02%
Maximum Daily Downside Volatility
60 days
+203.71%

Liquidity

Average Turnover Rate
60 days
+0.67%
120 days
+0.67%
5 years
--
Turnover Deviation
20 days
+14.19%
60 days
-9.17%
120 days
-9.26%
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